One banner seen at the rally even called on US President Donald Trump to bomb the North.
"I never thought I would visit (the South) so suddenly and believed much would be unusual and different but I saw many things that were similar or the same", said Kim Yo-jong in a toast during Sunday's dinner, adding that she hoped to meet the "friendly faces" before her later in Pyongyang.
The North Korean taekwondo athletes arrived South this week and performed at the Pyeongchang Olympic Games opening ceremony on Friday as part of four performances during their nine-day trip.
And as the South appeared to look favorably on warming ties on the Korean Peninsula, Pence insisted Saturday "there is no daylight" among the United States and allies South Korea and Japan in intensifying pressure on the North over its nuclear and missile programs.
Mr Pence confirmed that the US and South Korea had agreed on the terms of further diplomatic engagement with North Korea, first with Seoul before potentially leading to direct talks with Washington. South Korea's presidential Blue House also had no immediate comment.
The team took to the ice for the first time on Saturday, losing to Switzerland but winning over the crowd as North Korean cheerleaders and South Korean fans roared the players on.
And as Tracy reported earlier this week, the first member of North Korea's ruling family to cross the border, Kim Yo Jong was never guaranteed a warm welcome from all South Koreans. "In the days before the Olympics, all the news was about Kim, not South Korea", she said.
"It was a very emotional moment to get finally there after many years of hard work and many negotiations still taking place here", the German said the morning after the opening ceremony of the Pyeongchang Winter Games.
Mr Moon and Mr Kim's sister will have another opportunity to talk when they attend the final performance of a visiting North Korean orchestra on Sunday evening in Seoul. Jo Yong Sam, department director general of North Korea's foreign ministry, said Thursday the country had never "begged the USA for dialogue" and wasn't about to start now.
Any summit between the two still-officially warring Koreas would be a coup for Moon, who has been pushing for a diplomatic solution to the standoff over the North's nuclear arms programmes.
It has been less than a year since officials of the North Korean regime agreed to let Otto Warmbier, the American college student who was held prisoner for 17 months, return home to the United States.
Officials in the Trump administration have previously said a North Korean commitment to denuclearization up front was necessary to kick start talks.